CME Japanese Yen Future December 2017

Trading Metrics calculated at close of trading on 13-Nov-2017

Day Change Summary
	Previous	Current
	10-Nov-2017	13-Nov-2017	Change	Change %	Previous Week
Open	0.8828	0.8817	-0.0011	-0.1%	0.8777
High	0.8846	0.8843	-0.0003	0.0%	0.8856
Low	0.8813	0.8806	-0.0007	-0.1%	0.8731
Close	0.8817	0.8819	0.0002	0.0%	0.8817
Range	0.0033	0.0037	0.0004	12.1%	0.0125
ATR	0.0060	0.0058	-0.0002	-2.7%	0.0000
Volume	152,453	125,521	-26,932	-17.7%	801,526

Daily Pivots for day following 13-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.8934	0.8913	0.8839
R3	0.8897	0.8876	0.8829
R2	0.8860	0.8860	0.8825
R1	0.8839	0.8839	0.8822	0.8849
PP	0.8823	0.8823	0.8823	0.8828
S1	0.8802	0.8802	0.8815	0.8812
S2	0.8786	0.8786	0.8812
S3	0.8749	0.8765	0.8808
S4	0.8712	0.8728	0.8798

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	0.9176	0.9121	0.8885
R3	0.9051	0.8996	0.8851
R2	0.8926	0.8926	0.8839
R1	0.8871	0.8871	0.8828	0.8899
PP	0.8801	0.8801	0.8801	0.8815
S1	0.8746	0.8746	0.8805	0.8774
S2	0.8676	0.8676	0.8794
S3	0.8551	0.8621	0.8782
S4	0.8426	0.8496	0.8748

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8856	0.8760	0.0096	1.1%	0.0047	0.5%	61%	False	False	155,868
10	0.8871	0.8731	0.0141	1.6%	0.0055	0.6%	63%	False	False	152,062
20	0.8949	0.8731	0.0219	2.5%	0.0059	0.7%	40%	False	False	161,492
40	0.9038	0.8731	0.0308	3.5%	0.0059	0.7%	29%	False	False	163,439
60	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	14%	False	False	120,897
80	0.9360	0.8731	0.0629	7.1%	0.0067	0.8%	14%	False	False	90,808
100	0.9360	0.8731	0.0629	7.1%	0.0066	0.8%	14%	False	False	72,667

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9000
2.618	0.8940
1.618	0.8903
1.000	0.8880
0.618	0.8866
HIGH	0.8843
0.618	0.8829
0.500	0.8825
0.382	0.8820
LOW	0.8806
0.618	0.8783
1.000	0.8769
1.618	0.8746
2.618	0.8709
4.250	0.8649

Fisher Pivots for day following 13-Nov-2017
Pivot	1 day	3 day
R1	0.8825	0.8818
PP	0.8823	0.8818
S1	0.8821	0.8818

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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